Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48846.73 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42162.78 Kr¶

PnL: ---------------------------------------> -270.5 Kr¶

DD now: ---------------------------------> -8.045 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:57:22.186795'

Anic Portfolio¶

Today¶

Return: -0.926 %¶

This Week¶

Return: -0.926 %¶

Total portfolio value¶

Return including deposits: 59.912 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.300000 1661.580000 194.040000 13.220000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
JM 6 0.970000 870.600000 8.400000 0.970000 862.200000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Orrön Energy 180 0.180000 2043.900000 6.300000 0.310000 2037.600000
Catena 2 0.760000 795.600000 6.000000 0.760000 789.600000
Atrium Ljungberg B 5 0.590000 938.500000 5.500000 0.590000 933.000000
Sagax B 4 0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.190000 778.500000 1.500000 0.190000 777.000000
Platzer Fastigheter Holding B 12 0.130000 960.000000 1.200000 0.130000 958.800000
Hexatronic Group 12 -0.120000 963.360000 -1.200000 -0.120000 964.560000
AcadeMedia 8 -0.730000 399.840000 -1.360000 -0.340000 401.200000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Clas Ohlson B 12 -0.310000 967.800000 -3.000000 -0.310000 970.800000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
EQT 4 -1.010000 821.200000 -8.400000 -1.010000 829.600000
SKF B 5 -0.960000 929.000000 -9.000000 -0.960000 938.000000
OX2 13 -0.960000 938.600000 -9.100000 -0.960000 947.700000
Gränges 9 -1.170000 915.300000 -10.800000 -1.170000 926.100000
Byggmax Group 33 -1.240000 942.480000 -11.880000 -1.240000 954.360000
Addnode Group B 11 -1.620000 903.650000 -14.850000 -1.620000 918.500000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.160000 819.600000 -35.600000 -4.160000 855.200000
Vitec Software Group B 2 -3.780000 1043.000000 -41.000000 -3.780000 1084.000000
Indutrade 5 -3.540000 1171.500000 -43.000000 -3.540000 1214.500000
Bufab 3 -4.230000 1059.600000 -46.800000 -4.230000 1106.400000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Hexagon B 26 -1.880000 3386.500000 -65.000000 -1.880000 3451.500000
BHG Group 97 -7.530000 1346.360000 -108.640000 -7.470000 1455.000000
TOTAL 42159.920000 -273.360000 -8.05121% 42433.280000

Updated:¶

'2023-07-03 14:55:28.857469'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶